BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices
DOI10.1007/S10260-019-00454-0zbMATH Open1439.62196OpenAlexW2917435306WikidataQ128386522 ScholiaQ128386522MaRDI QIDQ2176343FDOQ2176343
Authors: Yuvraj Sunecher, Naushad Mamode Khan, Miroslav M. Ristić, Vandna Jowaheer 
Publication date: 4 May 2020
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-019-00454-0
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over-dispersionnon-stationaryBINAR(1)generalized quasi-likelihood (GQL) approachnegative binomial (NB)
Computational methods for problems pertaining to statistics (62-08) Diagnostics, and linear inference and regression (62J20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Generalized linear models (logistic models) (62J12)
Cites Work
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- Random environment integer-valued autoregressive process
- Modelling a non-stationary BINAR(1) Poisson process
- Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series
- A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
- A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series
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Cited In (9)
- Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application
- A negative binomial thinning‐based bivariate INAR(1) process
- A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties
- A GQL-based inference in non-stationary BINMA(1) time series
- A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion
- On the theory of periodic multivariate INAR processes
- Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series
- A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
- A Nonstationary Negative Binomial Time Series With Time-Dependent Covariates
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